Well speaking for myself-- there is a huge difference between sadness and clinical depression.

I was grief stricken and sad when my dad passed away years ago and when a sister passed away--- but it felt much different than the clincial depression I went through recently.

I've been diagnosed with major depression recurrent-moderate.(I think those are the right words...??) And yes, like "psisci" said-- ADs were a godsend for me at that time! Within a month my life and my body had improved so much I couldn't believe it.
My current T. argues with me that depression is all mental/environmental-- but I know for me it was so much more than that. My concentration and coping skills were totally gone-- my appetite was gone (lost 10 lbs in 2 weeks-- and I'm already underweight-- surely wasn't trying to lose and didnt' even realize I had-- people had to tell me as I was that out of touch with things) I couldn't sleep either. I felt like I was hanging on by just a thread.... couldn't reason or rationalize anything.

I can see where ADs wouldn't help sadness-- that's more of a coping issue. But in clinical depression, it can make a huge difference for many people. It helped me in a great time of disppear.

I haven't tried any, but I've heard that some herbs can be helpful as "mood" lifters. (If you think that's what may be going on.) Might be worth checking into-- like SamE or ..... St.Johnswort-- I think that's the name.

Hope you find the path that works best for you.

mandy